Credit Risk Model Development Manager (ifrs9 / Irb)
SANTANDER CONSUMER BANK S.p.A
Madrid, Spain
Hybrid
Ifrs9 / irb model development
Pd, lgd, ead, prepayments modeling
Macroeconomic and climate risk modeling
We are redefining our way of working through innovation, cutting-edge technology, collaboration, and the freedom to explore new ideas
Job Summary
We are redefining our way of working through innovation, cutting-edge technology, collaboration, and the freedom to explore new ideas.
In this role, your main responsibilities will include end-to-end model development and team management, both internal and consultancy.
We offer a fair and competitive remuneration package that reflects your impact and the value you will deliver, including growth opportunities, flexible working, and continuous learning.
Matching Summary
We are redefining our way of working through innovation, cutting-edge technology, collaboration, and the freedom to explore new ideas.
Skills & Requirements
Must-have
IFRS9 / IRB model development
PD, LGD, EAD, prepayments modeling
Macroeconomic and climate risk modeling
R, Python programming
End-to-end model development
Nice-to-have
Challenging the status quo
Customer-centric transformation
Proactive risk management culture
Collaborative team environment
Key Requirements
10 years of experience in similar roles
Experience managing teams
Degree in Engineering/Mathematics/Statistics/Physics/Economics